E-mini S&P 500 Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 1,074.25 1,070.50 -3.75 -0.3% 1,116.00
High 1,079.75 1,074.75 -5.00 -0.5% 1,129.50
Low 1,066.50 1,030.25 -36.25 -3.4% 1,062.75
Close 1,071.00 1,035.25 -35.75 -3.3% 1,074.75
Range 13.25 44.50 31.25 235.8% 66.75
ATR 23.38 24.89 1.51 6.5% 0.00
Volume 2,454,671 1,686,899 -767,772 -31.3% 10,867,825
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,180.25 1,152.25 1,059.75
R3 1,135.75 1,107.75 1,047.50
R2 1,091.25 1,091.25 1,043.50
R1 1,063.25 1,063.25 1,039.25 1,055.00
PP 1,046.75 1,046.75 1,046.75 1,042.50
S1 1,018.75 1,018.75 1,031.25 1,010.50
S2 1,002.25 1,002.25 1,027.00
S3 957.75 974.25 1,023.00
S4 913.25 929.75 1,010.75
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1,289.25 1,248.75 1,111.50
R3 1,222.50 1,182.00 1,093.00
R2 1,155.75 1,155.75 1,087.00
R1 1,115.25 1,115.25 1,080.75 1,102.00
PP 1,089.00 1,089.00 1,089.00 1,082.50
S1 1,048.50 1,048.50 1,068.75 1,035.50
S2 1,022.25 1,022.25 1,062.50
S3 955.50 981.75 1,056.50
S4 888.75 915.00 1,038.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,097.75 1,030.25 67.50 6.5% 23.25 2.3% 7% False True 2,243,126
10 1,129.50 1,030.25 99.25 9.6% 21.00 2.0% 5% False True 2,294,113
20 1,129.50 1,030.25 99.25 9.6% 23.75 2.3% 5% False True 1,514,276
40 1,194.75 1,030.25 164.50 15.9% 30.00 2.9% 3% False True 762,594
60 1,211.50 1,030.25 181.25 17.5% 25.00 2.4% 3% False True 509,075
80 1,211.50 1,030.25 181.25 17.5% 21.50 2.1% 3% False True 381,967
100 1,211.50 1,030.25 181.25 17.5% 19.50 1.9% 3% False True 305,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.43
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,264.00
2.618 1,191.25
1.618 1,146.75
1.000 1,119.25
0.618 1,102.25
HIGH 1,074.75
0.618 1,057.75
0.500 1,052.50
0.382 1,047.25
LOW 1,030.25
0.618 1,002.75
1.000 985.75
1.618 958.25
2.618 913.75
4.250 841.00
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 1,052.50 1,055.00
PP 1,046.75 1,048.50
S1 1,041.00 1,041.75

These figures are updated between 7pm and 10pm EST after a trading day.

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